Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47465.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46067.6 Kr¶

PnL: ---------------------------------------> -820.97 Kr¶

DD now: ---------------------------------> -2.394 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:50:15.678840'

Anic Portfolio¶

Today¶

Return: 0.329 %¶

This Week¶

Return: -0.934 %¶

Total¶

Return: 55.39 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -1.210000 781.200000 108.200000 16.080000 673.000000
Nordea Bank Abp 29 0.980000 3517.700000 63.700000 1.840000 3453.999992
SAAB B 8 -0.190000 3436.800000 59.800000 1.770000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.130000 394.200000 39.200000 11.040000 355.000000
Resurs Holding 22 1.670000 603.680000 29.680000 5.170000 573.999998
Boozt 12 0.720000 1683.600000 29.600000 1.790000 1653.999996
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Intrum 4 1.360000 552.200000 25.200000 4.780000 527.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Norva24 Group 16 1.160000 560.320000 17.320000 3.190000 543.000000
Swedbank A 3 0.730000 580.050000 16.050000 2.850000 564.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Securitas B 6 1.330000 583.800000 13.800000 2.420000 570.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.560000 250.560000 4.560000 1.850000 246.000000
Coor Service Management Hold. 8 0.150000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.320000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -2.990000 514.800000 -19.200000 -3.600000 533.999999
International Petroleum Corp. 5 3.800000 573.000000 -21.570000 -3.630000 594.565215
Essity B 2 -0.550000 546.200000 -27.800000 -4.840000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.650000 3783.500000 -66.500000 -1.730000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.930000 2776.800000 -194.200000 -6.540000 2971.000006
OX2 18 1.080000 1433.700000 -230.300000 -13.840000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46067.600000 -820.970000 -2.39421% 46888.564618

Updated:¶

'2023-01-27 11:50:28.929743'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶